LIMIT THEOREMS FOR THE MULTI-URN EHRENFEST MODEL.
CORNELL UNIV ITHACA N Y DEPT OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH
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In the multi-urn Ehrenfest model N balls are distributed among d1 d2 urns. At discrete epochs a ball is chosen at random from one of the d1 urns each of the N balls has probability 1N of being selected. The ball chosen is removed from its urn and placed in urn i with a given probability pi. The state of the process is specified by the occupation numbers of the various urns. The principal result in this paper is to obtain limit theorems for the occupation numbers, suitably translated and scaled, as N tends to infinity. Applications of this model in statistical mechanics, networks of queues, and epidemic theory are discussed. Author
- Operations Research